Table of Contents

Special 40th Anniversary Issue 2014; Volume 40,Issue 5

A

  1. Asness, Clifford

    1. Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

B

  1. Bailey, David H.

    1. The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
      Overfitting, and Non-Normality
      David H. Bailey and Marcos López de Prado
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094

  2. Bogle, John C.

    1. Lightning Strikes: The Creation of Vanguard, the
      First Index Mutual Fund, and the
      Revolution It Spawned
      John C. Bogle
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 42-59; DOI: https://doi.org/10.3905/jpm.2014.40.5.042

  3. Bova, Anthony

    1. Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170

E

  1. El-Erian, Mohamed A.

    1. INTRODUCTION
      Mohamed A. El-Erian
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.5.001

F

  1. Fabozzi, Frank J.

    1. Can We Predict Stock Market Crashes?
      Sergio M. Focardi and Frank J. Fabozzi
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183

  2. Focardi, Sergio M.

    1. Can We Predict Stock Market Crashes?
      Sergio M. Focardi and Frank J. Fabozzi
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183

  3. Frazzini, Andrea

    1. Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

  4. Fuller, Russell J.

    1. The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135

G

  1. Geczy, Christopher

    1. The New Diversification: Open Your
      Eyes to Alternatives
      Christopher Geczy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 146-155; DOI: https://doi.org/10.3905/jpm.2014.40.5.146

  2. Giovinazzo, Raife

    1. The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135

H

  1. Harvey, Campbell R.

    1. Evaluating Trading Strategies
      Campbell R. Harvey and Yan Liu
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108

I

  1. Ibbotson, Roger G.

    1. Dimensions of Popularity
      Roger G. Ibbotson and Thomas M. Idzorek
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068

  2. Idzorek, Thomas M.

    1. Dimensions of Popularity
      Roger G. Ibbotson and Thomas M. Idzorek
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068

  3. Israel, Ronen

    1. Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

J

  1. Jacobs, Bruce I.

    1. Ten Investment Insights that Matter
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060

K

  1. Kapito, Robert S.

    1. Long Lives and New Strategies
      Robert S. Kapito
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 38-41; DOI: https://doi.org/10.3905/jpm.2014.40.5.038

  2. Kinlaw, William

    1. The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156

  3. Kogelman, Stanley

    1. Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170

  4. Kritzman, Mark

    1. The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156

L

  1. Leibowitz, Martin L.

    1. Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170

  2. Levy, Kenneth N.

    1. Ten Investment Insights that Matter
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060

  3. Liu, Yan

    1. Evaluating Trading Strategies
      Campbell R. Harvey and Yan Liu
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108

  4. López de Prado, Marcos

    1. The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
      Overfitting, and Non-Normality
      David H. Bailey and Marcos López de Prado
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094

M

  1. Malkiel, Burton G.

    1. Is Smart Beta Really Smart?
      Burton G. Malkiel
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127

  2. Moskowitz, Tobias

    1. Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

R

  1. Reinganum, Marc R.

    1. Anchored in Reality or Blinded by a Paradigm: The Role
      of Cap-Weighted Indices in the Future
      Marc R. Reinganum
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 119-125; DOI: https://doi.org/10.3905/jpm.2014.40.5.119

S

  1. Statman, Meir

    1. Behavioral Finance: Peter Bernstein and The Journal
      of Portfolio Management
      Meir Statman
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 24-37; DOI: https://doi.org/10.3905/jpm.2014.40.5.024

T

  1. Tung, Yining

    1. The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135

  2. Turkington, David

    1. The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Portfolio Management: 40 (5)
The Journal of Portfolio Management
Vol. 40, Issue 5
Special 40th Anniversary Issue 2014
Sign up for alerts